Identification Problems in the Social Sciences

计量经济学家早就发现，将推理问题分成统计和识别两部分是很有用的。鉴定研究试图确定如果研究人员有一个无限大小的样本可以得出的结论的特征。统计推断的研究试图描述一般较弱的结论，这些结论可以在给定的正但有限的样本中得出。统计和鉴定问题以不同的方式限制了实证研究可能得出的结论。当可用的样本很少时，统计问题是最严重的。当研究人员对所研究的群体知之甚少，抽样过程只产生关于群体的微弱数据时，识别问题是最严重的。拟议的研究继续了研究者对社会科学中识别问题的工作计划。计划开展四个项目：(1)继续研究选择问题；(2)数据存在错误时的识别分析；(3)内源性社会效应识别研究；(4)调查使用主观数据来识别个人期望。该项目最令人兴奋和新颖的部分之一是使用主观数据来确定个人期望。区分行为的客观和主观决定因素可能是社会科学家面临的最具挑战性的识别问题。这当然是将社会科学与自然科学区分开来的最明显的问题，在自然科学中，分析的单位不被认为具有自由意志。多年来，经济学家一直禁止在实证分析中使用主观数据。经济学家试图推断经济理论的主观结构，即偏好和预期，几乎完全来自实际选择的数据。但是，经济学家不知道他们是根据偏好做出了有效的推论，还是基于错误的预期假设做出了错误的推论。该项目开发的方法将允许经济学家重新思考他们的研究惯例，并认真对待关于预期和偏好的主观数据的收集和分析。

Econometricians have long found it useful to separate inferential problems into statistical and identification components. Studies of identification seek to characterize the conclusions that could be drawn if the researcher had available a sample of unlimited size. Studies of statistical inference seek to characterize the generally weaker conclusions that can be drawn given a sample of positive but finite size. Statistical and identification problems limit in distinct ways the conclusions that may be drawn in empirical research. Statistical problems are most severe when the available sample is small. Identification problems are most severe when the researcher knows little about the population under study and the sampling process yields only weak data on the population. The proposed research continues the investigator's program of work on identification problems in the social sciences. Four projects are planned: (1) continued research on the selection problem; (2) analysis of identification in the presence of errors in data; (3) study of identification of endogenous social effects; and (4) investigation of the use of subjective data to identify personal expectations. One of the most exciting and novel parts of the project involves the use of subjective data to identify personal expectations. Distinguishing the objective and subjective determinants of behavior may be the most challenging identification problem facing social scientists. It is certainly the problem that most clearly separates the social from the natural sciences, where the units of analysis are not thought of as possessing free will. For many years, economists have exercised a self-imposed prohibition on the use of subjective data in empirical analysis. Economists have sought to infer the subjective constructs of economic theory, namely preferences and expectations, almost entirely from data on actual choices. But, economists do not know whether they are making valid inferences on preferences or wrong inferences based on incorrect expectations assumptions. This project develops methods that will permit economists to rethink their research conventions and entertain seriously the collection and analysis of subjective data on expectations and preferences.